CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 28-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2014 |
28-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8474 |
0.8517 |
0.0043 |
0.5% |
0.8610 |
| High |
0.8498 |
0.8548 |
0.0050 |
0.6% |
0.8629 |
| Low |
0.8414 |
0.8421 |
0.0007 |
0.1% |
0.8414 |
| Close |
0.8485 |
0.8441 |
-0.0044 |
-0.5% |
0.8441 |
| Range |
0.0084 |
0.0127 |
0.0043 |
51.2% |
0.0215 |
| ATR |
0.0093 |
0.0095 |
0.0002 |
2.6% |
0.0000 |
| Volume |
1,488 |
3,484 |
1,996 |
134.1% |
9,739 |
|
| Daily Pivots for day following 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8851 |
0.8773 |
0.8511 |
|
| R3 |
0.8724 |
0.8646 |
0.8476 |
|
| R2 |
0.8597 |
0.8597 |
0.8464 |
|
| R1 |
0.8519 |
0.8519 |
0.8453 |
0.8495 |
| PP |
0.8470 |
0.8470 |
0.8470 |
0.8458 |
| S1 |
0.8392 |
0.8392 |
0.8429 |
0.8368 |
| S2 |
0.8343 |
0.8343 |
0.8418 |
|
| S3 |
0.8216 |
0.8265 |
0.8406 |
|
| S4 |
0.8089 |
0.8138 |
0.8371 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9140 |
0.9005 |
0.8559 |
|
| R3 |
0.8925 |
0.8790 |
0.8500 |
|
| R2 |
0.8710 |
0.8710 |
0.8480 |
|
| R1 |
0.8575 |
0.8575 |
0.8461 |
0.8535 |
| PP |
0.8495 |
0.8495 |
0.8495 |
0.8475 |
| S1 |
0.8360 |
0.8360 |
0.8421 |
0.8320 |
| S2 |
0.8280 |
0.8280 |
0.8402 |
|
| S3 |
0.8065 |
0.8145 |
0.8382 |
|
| S4 |
0.7850 |
0.7930 |
0.8323 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8653 |
0.8414 |
0.0239 |
2.8% |
0.0106 |
1.3% |
11% |
False |
False |
2,071 |
| 10 |
0.8714 |
0.8414 |
0.0300 |
3.6% |
0.0097 |
1.2% |
9% |
False |
False |
1,348 |
| 20 |
0.8752 |
0.8414 |
0.0338 |
4.0% |
0.0095 |
1.1% |
8% |
False |
False |
849 |
| 40 |
0.8815 |
0.8414 |
0.0401 |
4.8% |
0.0095 |
1.1% |
7% |
False |
False |
508 |
| 60 |
0.9257 |
0.8414 |
0.0843 |
10.0% |
0.0086 |
1.0% |
3% |
False |
False |
368 |
| 80 |
0.9257 |
0.8414 |
0.0843 |
10.0% |
0.0067 |
0.8% |
3% |
False |
False |
277 |
| 100 |
0.9326 |
0.8414 |
0.0912 |
10.8% |
0.0055 |
0.6% |
3% |
False |
False |
222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9088 |
|
2.618 |
0.8880 |
|
1.618 |
0.8753 |
|
1.000 |
0.8675 |
|
0.618 |
0.8626 |
|
HIGH |
0.8548 |
|
0.618 |
0.8499 |
|
0.500 |
0.8485 |
|
0.382 |
0.8470 |
|
LOW |
0.8421 |
|
0.618 |
0.8343 |
|
1.000 |
0.8294 |
|
1.618 |
0.8216 |
|
2.618 |
0.8089 |
|
4.250 |
0.7881 |
|
|
| Fisher Pivots for day following 28-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8485 |
0.8482 |
| PP |
0.8470 |
0.8468 |
| S1 |
0.8456 |
0.8455 |
|